0.50Open0.45Pre Close14 Volume105 Open Interest19.50Strike Price700.00Turnover62.30%IV1.76%PremiumDec 6, 2024Expiry Date0.16Intrinsic Value100Multiplier3DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type-0.5477Delta0.3793Gamma38.68Leverage Ratio-0.0824Theta-0.0008Rho-21.19Eff Leverage0.0066Vega